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These studies are available for the following degree students:</p><ul><li>Bachelor's Degree Programme in Mathematics</li><li>Master's Degree Programme in Mathematics</li><li>Bachelor's Degree Programme in Mathematics (Subject Teacher)</li><li>Master's Degree Programme in Mathematics&nbsp;(Subject Teacher)</li><li>Bachelor's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)</li><li>Master's Degree Programme in Mathematics, Chemistry or Physics Subject Teacher Education and Primary Teacher Education (Specialication in Mathematics)</li><li>Doctoral Programme in Mathematics and Statistics</li><li>Doctoral Programme in Mathematics and Science (Specialication in Mathematics)</li><br></ul>","fi":"<p>Tämä opintojakso on tarjolla Matematiikan syventävät opinnot -ristiinopiskeluverkostossa. Verkoston opinnot ovat tarjolla seuraaville opiskelijoille:</p><ul><li>Matematiikan kandidaattiohjelma</li><li>Matematiikan maisteriohjelma</li><li>Matematiikan aineenopettajien kandidaattiohjelma</li><li>Matematiikan aineenopettajien maisteriohjelma</li><li>Matematiikan, kemian tai fysiikan aineenopettajan ja luokanopettajan kandidaattiohjelma (matematiikan opintosuunta)</li><li>Matematiikan, kemian tai fysiikan aineenopettajan ja luokanopettajan maisteriiohjelma (matematiikan opintosuunta)</li><li>Matematiikan ja tilastotieteen tohtoriohjelma</li><li>Matemaattisten tieteiden ja luonnontieteiden tohtoriohjelma (matematiikan opintosuunta)</li><br></ul>"},"cooperationNetwork":{"abbreviation":"matematiikansyventavat","name":{"en":"Cross-institutional studies in advanced courses in mathematics and statistics","fi":"Matematiikan ja tilastotieteen syventävien kurssien ristiinopiskelu","sv":"Korsstudier i fördjupade kurser i matematik och statistik"}}}],"gradeScaleId":"sis-0-5","outcomes":{"en":"Learning outcomes: to empower the students with applicable knowledge of the fundamentals of stochastic calculus and its powerful mathematical tools."},"tweetText":null,"content":{"en":"Stochastic Integration\r\n\r\nWe learn the stochastic integration theory where both integrand and integrator are stochastic processes. We begin with processes of finite variation with jumps and point processes.\r\n\r\nCalculus with functions of finite variation. Point processes and Poisson process on a Borel space. Mean intensity measure and Palm distribution. Stochastic integrals in L^2, Laplace transform, and change of measure formula. Levy processes from point processes in space-time, Levy-Khinchine formula. Change of probabiliy measure formula.\r\n\r\nElements of Malliavin calculus in Poisson space. Creation and annihilation difference operators, anticipative Skorokhod integral and integration by parts formula. 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